Rank: 1542 based on 39 downloads (last 30 days) and 2 files submitted
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Andreas Steiner

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Files Posted by Andreas View all
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(last 30 days) 		Comments Rating
16 Mar 2006 Screenshot Maximum Drawdown Calculates max drawdown, start/end of msx drawdown period, end of recovery period Author: Andreas Steiner finance, modeling, analysis, maximum drawdown risk... 30 4
  • 3.2
3.2 | 5 ratings
28 Feb 2005 Screenshot Style Analysis Rolling style analysis. Author: Andreas Steiner finance, rolling style analysi..., modeling, analysis 9 1
  • 5.0
5.0 | 3 ratings
Comments and Ratings on Andreas' Files View all
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05 Jun 2009 Style Analysis Rolling style analysis. Author: Andreas Steiner Prime

Good one!
How could I get the "t stat" and "F val"?
Thanks!
05 Jun 2009 Style Analysis Rolling style analysis. Author: Andreas Steiner Prime
15 Sep 2008 Maximum Drawdown Calculates max drawdown, start/end of msx drawdown period, end of recovery period Author: Andreas Steiner Bibombe, Andy
09 Jul 2008 Maximum Drawdown Calculates max drawdown, start/end of msx drawdown period, end of recovery period Author: Andreas Steiner Im, Hae Kyung

Good, since it gets the job done. Just add Andreas Bonelli's efficiency improvement.
15 May 2008 Maximum Drawdown Calculates max drawdown, start/end of msx drawdown period, end of recovery period Author: Andreas Steiner Jacobs, Rick

Max Drawdown is so easy to calculate in your head.
Top Tags Applied by Andreas
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analysis, finance, modeling, maximum drawdown risk investment performance analysis, rolling style analysis portfolio fund performance weight quadrat
Files Tagged by Andreas View all
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Updated   File Tags Downloads
(last 30 days) 		Comments Rating
16 Mar 2006 Screenshot Maximum Drawdown Calculates max drawdown, start/end of msx drawdown period, end of recovery period Author: Andreas Steiner finance, modeling, analysis, maximum drawdown risk... 30 4
  • 3.2
3.2 | 5 ratings
28 Feb 2005 Screenshot Style Analysis Rolling style analysis. Author: Andreas Steiner finance, rolling style analysi..., modeling, analysis 9 1
  • 5.0
5.0 | 3 ratings

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